NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 14-Jun-2011

Day Change Summary
	Previous	Current
	13-Jun-2011	14-Jun-2011	Change	Change %	Previous Week
Open	98.77	97.09	-1.68	-1.7%	100.42
High	99.32	99.64	0.32	0.3%	102.44
Low	96.13	96.51	0.38	0.4%	97.74
Close	97.30	99.37	2.07	2.1%	99.29
Range	3.19	3.13	-0.06	-1.9%	4.70
ATR	3.16	3.16	0.00	-0.1%	0.00
Volume	336,673	323,186	-13,487	-4.0%	1,759,293

Daily Pivots for day following 14-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.90	106.76	101.09
R3	104.77	103.63	100.23
R2	101.64	101.64	99.94
R1	100.50	100.50	99.66	101.07
PP	98.51	98.51	98.51	98.79
S1	97.37	97.37	99.08	97.94
S2	95.38	95.38	98.80
S3	92.25	94.24	98.51
S4	89.12	91.11	97.65

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.92	111.31	101.88
R3	109.22	106.61	100.58
R2	104.52	104.52	100.15
R1	101.91	101.91	99.72	100.87
PP	99.82	99.82	99.82	99.30
S1	97.21	97.21	98.86	96.17
S2	95.12	95.12	98.43
S3	90.42	92.51	98.00
S4	85.72	87.81	96.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.44	96.13	6.31	6.4%	3.09	3.1%	51%	False	False	355,099
10	103.31	96.13	7.18	7.2%	2.83	2.8%	45%	False	False	347,732
20	103.39	95.54	7.85	7.9%	2.95	3.0%	49%	False	False	312,690
40	115.27	95.18	20.09	20.2%	3.44	3.5%	21%	False	False	205,684
60	115.27	95.18	20.09	20.2%	3.04	3.1%	21%	False	False	152,966
80	115.27	93.64	21.63	21.8%	3.16	3.2%	26%	False	False	123,828
100	115.27	91.36	23.91	24.1%	2.86	2.9%	34%	False	False	104,549
120	115.27	91.28	23.99	24.1%	2.63	2.6%	34%	False	False	89,246

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112.94
2.618	107.83
1.618	104.70
1.000	102.77
0.618	101.57
HIGH	99.64
0.618	98.44
0.500	98.08
0.382	97.71
LOW	96.51
0.618	94.58
1.000	93.38
1.618	91.45
2.618	88.32
4.250	83.21

Fisher Pivots for day following 14-Jun-2011
Pivot	1 day	3 day
R1	98.94	99.29
PP	98.51	99.22
S1	98.08	99.14

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These figures are updated between 7pm and 10pm EST after a trading day.

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